+243.4%
CHRW vs VCLT
+102.1%
+141.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | -4.3% | +2.8% | -7.1% | -4.3% |
| 3M | -7.4% | -0.4% | -7.0% | -7.4% |
| 6M | -20.7% | -3.1% | -17.6% | -20.7% |
| YTD | -15.9% | -2.7% | -13.2% | -15.8% |
| 1Y | -9.9% | -3.7% | -6.2% | -9.9% |
| 3Y | +79.0% | +15.6% | +63.4% | +79.1% |
| 5Y | +61.3% | -15.8% | +77.1% | +55.9% |
| 10Y | +128.5% | +23.0% | +105.5% | +143.5% |
| All | +243.4% | +102.1% | +141.3% | +334.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling